CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 14-Nov-2014

Day Change Summary
	Previous	Current
	13-Nov-2014	14-Nov-2014	Change	Change %	Previous Week
Open	0.8654	0.8638	-0.0016	-0.2%	0.8735
High	0.8674	0.8643	-0.0031	-0.4%	0.8784
Low	0.8630	0.8561	-0.0069	-0.8%	0.8561
Close	0.8646	0.8605	-0.0041	-0.5%	0.8605
Range	0.0044	0.0082	0.0038	86.4%	0.0223
ATR	0.0089	0.0089	0.0000	-0.3%	0.0000
Volume	155,739	222,626	66,887	42.9%	947,757

Daily Pivots for day following 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8849	0.8809	0.8650
R3	0.8767	0.8727	0.8628
R2	0.8685	0.8685	0.8620
R1	0.8645	0.8645	0.8613	0.8624
PP	0.8603	0.8603	0.8603	0.8593
S1	0.8563	0.8563	0.8597	0.8542
S2	0.8521	0.8521	0.8590
S3	0.8439	0.8481	0.8582
S4	0.8357	0.8399	0.8560

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9319	0.9185	0.8728
R3	0.9096	0.8962	0.8666
R2	0.8873	0.8873	0.8646
R1	0.8739	0.8739	0.8625	0.8695
PP	0.8650	0.8650	0.8650	0.8628
S1	0.8516	0.8516	0.8585	0.8472
S2	0.8427	0.8427	0.8564
S3	0.8204	0.8293	0.8544
S4	0.7981	0.8070	0.8482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8784	0.8561	0.0223	2.6%	0.0079	0.9%	20%	False	True	189,551
10	0.8887	0.8561	0.0326	3.8%	0.0090	1.0%	13%	False	True	217,967
20	0.9416	0.8561	0.0855	9.9%	0.0087	1.0%	5%	False	True	196,984
40	0.9510	0.8561	0.0949	11.0%	0.0086	1.0%	5%	False	True	199,064
60	0.9665	0.8561	0.1104	12.8%	0.0076	0.9%	4%	False	True	154,309
80	0.9860	0.8561	0.1299	15.1%	0.0067	0.8%	3%	False	True	115,854
100	0.9902	0.8561	0.1341	15.6%	0.0059	0.7%	3%	False	True	92,715
120	0.9902	0.8561	0.1341	15.6%	0.0053	0.6%	3%	False	True	77,266

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8992
2.618	0.8858
1.618	0.8776
1.000	0.8725
0.618	0.8694
HIGH	0.8643
0.618	0.8612
0.500	0.8602
0.382	0.8592
LOW	0.8561
0.618	0.8510
1.000	0.8479
1.618	0.8428
2.618	0.8346
4.250	0.8213

Fisher Pivots for day following 14-Nov-2014
Pivot	1 day	3 day
R1	0.8604	0.8634
PP	0.8603	0.8624
S1	0.8602	0.8615

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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